-90.5%
MARA vs SHW
+848.3%
-938.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +6.0% | -3.2% | +9.2% | +8.5% |
| 30D | +0.6% | -9.5% | +10.1% | +7.7% |
| 3M | -18.5% | +11.5% | -30.0% | -25.9% |
| 6M | +21.7% | -3.5% | +25.3% | +22.9% |
| YTD | +25.9% | +3.7% | +22.2% | +20.4% |
| 1Y | -25.1% | -7.9% | -17.2% | -23.1% |
| 3Y | -5.7% | +24.7% | -30.5% | -20.8% |
| 5Y | -73.9% | +13.6% | -87.5% | -76.7% |
| 10Y | -75.6% | +283.0% | -358.6% | -88.2% |
| All | -90.5% | +848.3% | -938.9% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling